Compound Poisson process - PDFSEARCH.IO - Document Search Engine

Compound Poisson process
Results: 8

#	Item
1	Mathematical Finance, Vol. 13, No. 3 (July 2003), 383–410 THE TERM STRUCTURE OF SIMPLE FORWARD RATES WITH JUMP RISK PAUL GLASSERMAN Graduate School of Business, Columbia University, New York Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2003-10-31 13:22:54 Mathematical finance Options Fixed income analysis Interest rates HeathJarrowMorton framework Stochastic volatility Volatility Interest rate cap and floor Compound Poisson process Black model Short-rate model LIBOR market model
2	Urquhart and Probability: The Transition From Librarianship to Library and Information Science Stephen J. Bensman LSU Libraries, Louisiana State University, Baton Rouge, LA[removed]E-mail: [removed] Add to Reading List Source URL: garfield.library.upenn.edu Language: English - Date: 2006-01-11 17:46:29 Index of dispersion Statistical randomness Poisson distribution Negative binomial distribution Normal distribution Compound probability distribution Beta-binomial distribution Binomial distribution Poisson process Statistics Data analysis Probability distributions
3	CS174 Lecture 10 John Canny Add to Reading List Source URL: www.cs.berkeley.edu Language: English - Date: 2002-05-19 21:59:04 Taylor series Poisson processes Concentration inequality Compound Poisson process Mathematical analysis Chernoff bound Binomial distribution
4	CS174 Lecture 10 John Canny Add to Reading List Source URL: www.cs.princeton.edu Language: English - Date: 2009-11-24 14:10:02 Taylor series Poisson processes Concentration inequality Compound Poisson process Mathematical analysis Chernoff bound Binomial distribution
5	Imperial College of Science, Technology and Medicine Department of Mathematics Approximating L´ Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2009-01-26 14:37:38 Normal distribution Brownian motion Lévy process Black–Scholes Compound Poisson process Inverse Gaussian distribution Gaussian process Volatility Gamma process Statistics Stochastic processes Variance gamma process
6	Time-Changed L´evy Processes and Option Pricing∗ Peter Carra, †, Liuren Wub, ‡ a Courant Institute, New York University, 251 Mercer Street, New York, NY 10012 Add to Reading List Source URL: www.bnet.fordham.edu Language: English - Date: 2009-05-21 17:41:33 Options Stochastic volatility Black–Scholes Jump diffusion Lévy process Volatility Brownian motion Wiener process Compound Poisson process Statistics Stochastic processes Mathematical finance
7	Imperial College of Science, Technology and Medicine Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2009-10-31 06:28:38 Probability and statistics Normal distribution Brownian motion Black–Scholes Characteristic function Moment-generating function Variance gamma process Volatility Compound Poisson process Statistics Stochastic processes Probability theory
8	PDF Document Add to Reading List Source URL: av.fields.utoronto.ca Language: English - Date: 2005-06-07 11:54:36 Point process Random variable Random measure Asymptotic equipartition property Compound Poisson process Statistics Stochastic processes Poisson process

UPDATE